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+5.23%
This Month
+13.54%
Year To Date
-31.63%
2 Years
-68.39%
5 Years
-68.39%
10 Years
-22.95%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🖥️ Technology Services28.03%
- 📊 ETFs26.53%
- 🍞 Consumer Non Durables14.67%
- 💻 Electronic Technology8.89%
- 💵 Cash8.08%
- 💰 Finance4.04%
- 💼 Commercial Services0.86%
- 🧬 Health Technology0.45%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE37.38%
- 🇺🇸 Nasdaq32.33%
- 🇩🇪 FRA10.3%
- 🇫🇷 Euronext Paris3.45%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States43.18%
- 🇩🇪 Germany10.3%
- 🇳🇱 Netherlands3.45%
Dividends
Dividend Yield
1.13%
9 out of 20 instruments pay dividend.
3 dividend payments in the next 30 days.
Highest Dividend: $GIS (6.83%)
Performance Metrics
Score 2.4/10
Beta
0.57
0.57
0
0.8
1.2
0
2
Sharpe Ratio
-1.04
-1.04
-2
0.5
1
1.5
1.5
Sortino Ratio
-1.15
-1.15
-2
1
2
3
3
Jensen's Alpha
-27.04
-27.04
-28
0
2
4.5
4.5
Omega Ratio
0.39
0.39
0
1
1.5
2.5
2.5
Treynor Ratio
-4.02
-4.02
-5
0.75
1.25
2
2
Information Ratio
-1.3
-1.3
-2
0.3
0.6
1
1
Calmar Ratio
-0.32
-0.32
-1
0.3
0.6
1
1
Beta
0.57
0.57
0
0.8
1.2
0
2
Sharpe Ratio
-1.04
-1.04
-2
0.5
1
1.5
1.5
Sortino Ratio
-1.15
-1.15
-2
1
2
3
3
Jensen's Alpha
-27.04
-27.04
-28
0
2
4.5
4.5
Omega Ratio
0.39
0.39
0
1
1.5
2.5
2.5
Treynor Ratio
-4.02
-4.02
-5
0.75
1.25
2
2
Information Ratio
-1.3
-1.3
-2
0.3
0.6
1
1
Calmar Ratio
-0.32
-0.32
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
26.64
High:
NKE
30.58NKELow:
U
-27.75UDetails
PEG Ratio
99.82
High:
V
552.81VLow:U
-64.04UDetails
Price/Book
7.55
High:V
15.67VLow:
NVAX
-11.03NVAXDetails
Price/Sales
8.27
High:V
14.66VLow:
GIS
1.03GISDetails
Price/CF
20.07
High:NVAX
147.06NVAXLow:
PYPL
8.54PYPLDetails
Price/FCF
56.8
High:NKE
947.69NKELow:PYPL
10.09PYPLDetails
P/E Ratio
26.64
High:NKE
30.58NKELow:U
-27.75UDetails
PEG Ratio
99.82
High:V
552.81VLow:U
-64.04UDetails
Price/Book
7.55
High:V
15.67VLow:NVAX
-11.03NVAXDetails
Price/Sales
8.27
High:V
14.66VLow:GIS
1.03GISDetails
Price/CF
20.07
High:NVAX
147.06NVAXLow:PYPL
8.54PYPLDetails
Price/FCF
56.8
High:NKE
947.69NKELow:PYPL
10.09PYPLDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-75.04% | Jan 2022 | - | 52 |